Bran Stark continued his flashback, presenting us with the rest of the Tower of Joy scene teased earlier in season six.

In it, Young Ned Stark discovered his sister Lyanna dying in a bloody bed. Lyanna had just given birth to a baby — Jon Snow.

Before her death, she told Ned “if Robert finds out, he’ll kill him, you know he will. Promise me, Ned."

Robert Baratheon was Lyanna's betrothed, who started a war to rescue her after Rhaegar Targaryen, according to Sansa Stark, "kidnapped and raped Lyanna."

While we are not told that Rhaegar is Snow's father, we can comfortably assume he is, considering that he supposedly “kidnapped” Lyanna and took her on the run, and also, the men guarding the Tower of Joy wore the Targaryen seal, and were there on orders from Rhaegar Targaryen.